Title :
Analysis and prediction for the growth enterprise market (GEM)
Author :
Hua, Bai ; Lam, K.P.
Author_Institution :
Manage. Sch., Tianjin Univ., China
Abstract :
To a new stock market, the growth enterprise market (GEM), two predictability analysis techniques are used to perform a predictability analysis based on daily closing prices. Two effective data preprocessing techniques are utilized to preprocess historical closing price data. On the basis of this, the profit opportunities of GEM stocks are predicted using a probabilistic neural network, and good prediction results have been obtained
Keywords :
economics; investment; management; neural nets; probability; stock markets; GEM stocks; daily closing prices; data preprocessing techniques; growth enterprise market; predictability analysis; predictability analysis techniques; probabilistic neural network; profit opportunities; stock market; Chaos; Companies; Data preprocessing; Engineering management; Neural networks; Performance analysis; Research and development management; Stock markets; Systems engineering and theory; Testing;
Conference_Titel :
Management of Innovation and Technology, 2000. ICMIT 2000. Proceedings of the 2000 IEEE International Conference on
Print_ISBN :
0-7803-6652-2
DOI :
10.1109/ICMIT.2000.917264